wassname/options_backtester
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7 Commits
Author SHA1 Message Date
Javier Rodríguez Chatruc 461ea8da52 Removed code to manage possible missing contracts and changed trade log structure to resemble the inventory 2019-12-19 16:06:16 -03:00
Juan Pablo Amoroso 2c5100cd86 Refactored filter_exits method in Strategy. Moved date iteration to Backtester 2019-12-17 10:13:47 -03:00
Juan Pablo Amoroso 0b0fb7e87e Fixed option flip operator 2019-11-27 10:41:34 -03:00
Juan Pablo Amoroso b1a0596afb Added conditions checking to Strategy 2019-11-26 17:18:26 -03:00
Juan Pablo Amoroso d790c8e6ff Moved Order enum to signal module. Created Signal (ENTRY | EXIT) enum. 2019-06-04 16:39:30 -03:00
Juan Pablo Amoroso f953826b80 Created StrategyLeg class from previous OptionContract. Option enums moved to separate module 2019-05-31 16:14:51 -03:00
Juan Pablo Amoroso 8a26e32d0f Working on Strategy implementation. Added Historical Options Data handler. 2019-05-30 15:36:53 -03:00